Unwrap Rolo candies. Cream together margarine, sugars; mix in vanilla and eggs. Mix in dry ingredients and nuts, if using. Dough is sticky. Freeze dough for about 2 hours! Wrap about 1 tablespoon dough around a Rolo and roll in granulated sugar. Place on cookie sheet and bake at 375 deg for 7-10 minutes. Cookies will flatten.